Posted By: tradingest
Strength of the strategy - crash - 04/29/18 08:18
Hi all,
I have the script below, but after Train I execute the Test but the script crash. Why?
Where is the error?
I want to try the Train with 1 broker and Test with others broker to test the strength of the strategy.
The BarPeriod is 1440, the result should be the same regardless of the broker.
thanks in advance
I have the script below, but after Train I execute the Test but the script crash. Why?
Where is the error?
I want to try the Train with 1 broker and Test with others broker to test the strength of the strategy.
The BarPeriod is 1440, the result should be the same regardless of the broker.
Code:
void run() { StartDate = 2010; EndDate = 2017; BarPeriod = 1440; LookBack = 150; TradesPerBar = 2; WFOCycle = 2; if(Train) Hedge = 2; set(RULES|TESTNOW); // generate price series vars H = series(priceHigh()), L = series(priceLow()), C = series(priceClose()); // generate some signals from H,L,C in the -100..100 range var Signals[2]; Signals[0] = (LowPass(H,1000)-LowPass(L,1000))/PIP; Signals[1] = 100*FisherN(C,100); // train and trade the signals Stop = 4*ATR(100); TakeProfit = 4*ATR(100); if(adviseLong(DTREE,0,Signals,2) > 0) enterLong(); if(adviseShort(DTREE,0,Signals,2) > 0) enterShort(); }
thanks in advance